First, let me give credit where it is due; Desirée Sy of Autodesk, Inc. (formerly Alias), created the original UX into Agile graphic below and deserves full credit. I have made small modifications to the original design based on my own experience.
How it works
UX was born for Agile. Both are iterative processes which seek to eliminate errors by keeping in constant contact with the customer and end-users. The key difference is while Agile maintains the flexibility to pivot as necessary to meet evolving requirements, UX gets out in front development and confirms the most efficient design and interaction fueling even faster development times.
It's like the 4 x 100 relay at the Olympics...
If you’ve participated in Track and Field or happened to have caught the Summer Olympics the last time around, you may have seen the 4 x 100 relay. There are four runners, who sprint a 100 meter segment of a 400 meter race. As each runner completes his or her 100 meters they hand a baton off to the next runner, who then begins to run their 100 meters and so on until the race is complete.
UX and Development work in a similar manner with UX running one sprint ahead of development. The UX team conducts field studies with the end-users, building low-fidelity prototypes, testing and handing off completed designs to the Development teams at the beginning of each Sprint.
The handoff works in reverse at the end of each Development team Sprint. The completed work is handed back to the UX Team for Testing.
The effect is an even more efficient process. The UX team is constantly feeding the Development team clear, actionable designs and requirements to keep the coders coding.